They tried to save him. After taking him down from the cross, they wiped the blood from his body to better see the damage, but it was too late to save all of him. The nails that were driven through his wrists and ankles led to an infection so they had to amputate. Sadly, it was not enough. He was too far gone.
His limbs were buried separate from his body some time after. When he rose from the grave a few days later, he did not walk, but he floated. As if his limbs were still there, but invisible. He was able to climb up mountains, to touch his followers, but he would never make physical contact.
The whereabouts of the burial site of his limbs was kept secret. After he ascended to Heaven, all evidence of the burial of his limbs were destroyed. To this day, they have not been found.
It is said that the footsteps you hear when you're in a church alone are of his legs walking around. Others have reported feeling a hand on their shoulder as they're on their knees praying, only to turn around and discover the the arm attached to the hand does not have a body attached to it.